Asymptotic bias of the least squares estimator for multivariate autoregressive models (Q1062707)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic bias of the least squares estimator for multivariate autoregressive models |
scientific article |
Statements
Asymptotic bias of the least squares estimator for multivariate autoregressive models (English)
0 references
1984
0 references
In this paper the asymptotic bias of the least squares estimator for multivariate autoregressive models is derived. Formulas for the low order univariate autoregressive models are given in terms of simple functions of parameters.
0 references
asymptotic bias
0 references
least squares estimator
0 references
multivariate autoregressive models
0 references
